GA_PSO_Optimization

Simulated annealing (SA) is a generic probabilistic metaheuristic for the global optimization problem of applied mathematics, namely locating a good approximation to the global optimum of a given function in a large search space. It is often used when the search space is discrete (e.g., all tours that visit a given set of cities). For certain problems, simulated annealing may be more effective than exhaustive enumeration — provided that the goal is merely to find an acceptably good solution in a fixed amount of time, rather than the best possible solution.

Matlab的多项式,插值，样条函数 word 版本(MATLAB Polynomial Interpolation And Spline)

说明：  遗传算法的matlab代码Matlab code for genetic algorithm(Matlab code for genetic algorithm)

小波去噪matlab程序，有demo，本人已运行，能用，大家可以试一试。(Wavelet denoising matlab program, demo, I have to run, can be used, we can try.)

波束空间MUSIC算法源程序.针对这种算法存在的分辨力差、估计偏差大等缺陷提出了一种新的基于波束空间的单次快拍MUSIC算法该方法首先利用单次快拍来估计阵列数据的协方差矩阵再将常规波束形成(Beam space MUSIC algorithm source code for this algorithm resolution, with an estimated deviation defects based on a single snapshot of the beam space MUSIC algorithm is the first to use a single snapshot to the estimated array data covariance matrix of the then conventional beamforming)

该程序实现了压缩感知理论中采用矩阵的优化。在压缩感知理论中，要求采样矩阵与稀疏矩阵的相关性越低越好。该代码采用一种交替投影的方法实现采用矩阵的优化，有效降低其相关性。(The program to achieve the optimization of the use of matrix theory compressed sensing. Requirements of the sample matrix and sparse matrix theory of compressed sensing, the lower the better. The code uses an alternating projection method to achieve the optimization of the use of matrix to effectively reduce the correlation.)

matlab code simulation GPR

说明：  小波神经网络的MATLAB原代码，十分经典，大家一起学。(WNN MATLAB source, classical, we must all learn.)

亲测，很好用的hash function(Pro-test, a good hash function used)

利用Matlab来进行计算期权的价格，根据股票价格波动率，股票的红利率，市场无风险利率。以该股票为标的资产的美式看涨期权(matlab price)